+43.4%
DLTR vs SFM
+271.4%
-228.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -10.1% | -10.6% | +0.5% | -8.0% |
| 30D | -8.1% | -15.5% | +7.3% | -5.1% |
| 3M | +2.9% | -17.4% | +20.3% | +6.5% |
| 6M | +4.3% | -3.4% | +7.8% | +3.8% |
| YTD | -3.9% | -8.7% | +4.7% | -3.6% |
| 1Y | +18.9% | -47.2% | +66.1% | +32.4% |
| 3Y | +1.9% | +82.7% | -80.8% | -15.8% |
| 5Y | +31.0% | +214.3% | -183.3% | -7.2% |
| All | +43.4% | +271.4% | -228.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling